+244.8%
ICE vs ALLE
+233.6%
+11.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.7% | 0.0% |
| 7D | +1.0% | -0.6% | +1.6% | +1.2% |
| 30D | +11.4% | +26.6% | -15.2% | +2.2% |
| 3M | +16.2% | +13.2% | +3.0% | +10.8% |
| 6M | +12.5% | +42.9% | -30.4% | -2.1% |
| YTD | +8.6% | +21.0% | -12.5% | -0.3% |
| 1Y | +18.4% | +15.2% | +3.2% | +10.8% |
| 3Y | +66.4% | +95.6% | -29.2% | +23.6% |
| 5Y | +37.2% | +53.4% | -16.2% | +10.1% |
| 10Y | +244.8% | +221.5% | +23.4% | +115.3% |
| All | +244.8% | +233.6% | +11.2% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling